+17.6%
ONDS vs AGG
-2.9%
+20.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -5.1% | -1.1% | -4.1% | -4.2% |
| 30D | -26.0% | -1.1% | -24.9% | -25.2% |
| 3M | -26.4% | -1.9% | -24.5% | -25.1% |
| 6M | -26.4% | -1.7% | -24.7% | -25.1% |
| YTD | -25.9% | -1.3% | -24.6% | -24.8% |
| 1Y | +12.6% | -0.7% | +13.4% | +13.7% |
| 3Y | +706.9% | +12.5% | +694.4% | +644.3% |
| 5Y | -2.4% | -2.5% | +0.1% | -18.8% |
| All | +17.6% | -2.9% | +20.5% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AGG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling